I'm Gray Calhoun, an Assistant Professor in the Economics Department at Iowa State. I work on Econometric theory, especially time series and applications to forecasting and forecast evaluation. I graduated with a PhD from UC San Diego in 2009, where I worked with Graham Elliott and Allan Timmermann. My homepage has moved recently, but should stay here for a while.
Helle Bunzel and I will teach PhD Macroeconometrics (Economics 674) in Spring, 2013. The syllabus is available here.
Courses before Fall, 2012 are not online. Please contact me if you need material.
Please see my CV for a list of published papers with links.
Block bootstrap consistency under weak assumptions. Working Paper 11017, Iowa State University, 2013 (resubmitted to Econometric Theory).
Out-of-sample comparisons of overfit models. Working Paper 11002, Iowa State University, 2012 (revising for resubmission to The Review of Economic Studies).
Only stand-alone software packages are listed here. Follow this link for source code for my publications and go to the details of each working paper for that paper's source code.
These projects, and others, are avaiable at http://github.com/gcalhoun.
The oosanalysis R library.
The dbframe R library.